Home > Term: Positive convexity
Positive convexity
A property of option-free bonds that the price appreciation for a large downward change in interest rates will be greater (in absolute terms) than the price depreciation for the same downward change in interest rates.
- Jenis Kata: noun
- Industri / Domain: Layanan keuangan
- Kategori: Keuangan secara umum
- Company: Bloomberg
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